Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population (Q511489)
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scientific article; zbMATH DE number 6687425
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| English | Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population |
scientific article; zbMATH DE number 6687425 |
Statements
Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population (English)
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21 February 2017
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sample covariance matrix
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Tracy-Widom distribution
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edge universality
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0.9100357294082642
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0.8970219492912292
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0.850109338760376
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0.850109338760376
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